Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47847.27 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46452.38 Kr¶

PnL: ---------------------------------------> -436.19 Kr¶

DD now: ---------------------------------> -1.609 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 19:28:25.875519'

Anic Portfolio¶

Today¶

Return: -0.389 %¶

This Week¶

Return: 0.66 %¶

Total¶

Return: 56.64 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.440000 2870.000000 234.000000 8.880000 2636.000010
Beijer Electronics Group 26 -1.650000 3104.400000 133.400000 4.490000 2971.000006
Corem Property Group B 59 -3.520000 662.570000 85.570000 14.830000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -5.410000 434.000000 79.000000 22.250000 355.000000
Boozt 12 0.710000 1706.400000 52.400000 3.170000 1653.999996
HMS Networks 2 0.330000 719.600000 46.600000 6.920000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
OEM International B 7 0.890000 553.700000 25.700000 4.870000 527.999997
Intrum 4 0.070000 546.200000 19.200000 3.640000 527.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
SAAB B 8 1.900000 3394.400000 17.400000 0.520000 3377.000000
Essity A 4 0.170000 1166.000000 17.000000 1.480000 1149.000000
Fastighetsbolag. Emilshus Pref 21 -0.720000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 -0.510000 546.800000 14.800000 2.780000 532.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -3.820000 259.680000 13.680000 5.560000 246.000000
Karnov Group 9 -0.650000 548.100000 12.100000 2.260000 536.000004
Essity B 2 -0.480000 580.000000 6.000000 1.050000 574.000000
Resurs Holding 22 -1.240000 578.600000 4.600000 0.800000 573.999998
AcadeMedia 12 -0.600000 560.640000 3.640000 0.650000 557.000004
Creaspac SPAC 6 0.000000 578.400000 1.400000 0.240000 577.000002
Midsona B 63 -4.240000 583.380000 0.380000 0.070000 582.999984
Securitas B 6 -0.130000 569.400000 -0.600000 -0.110000 570.000000
Norva24 Group 16 -2.140000 542.080000 -0.920000 -0.170000 543.000000
Handelsbanken A 5 -1.000000 544.000000 -2.000000 -0.370000 546.000000
Nordea Bank Abp 29 -0.550000 3449.260000 -4.740000 -0.140000 3453.999992
Swedbank A 3 -0.850000 559.050000 -4.950000 -0.880000 564.000000
CTEK 13 -3.460000 522.860000 -11.140000 -2.090000 533.999999
International Petroleum Corp. 5 1.500000 543.000000 -51.570000 -8.670000 594.565215
Vivesto 1368 1.640000 558.960000 -54.040000 -8.820000 612.999432
Sampo Oyj SDB 7 -0.370000 3780.000000 -70.000000 -1.820000 3850.000000
OX2 18 0.720000 1513.800000 -150.200000 -9.030000 1663.999992
Axfood 13 0.220000 3588.000000 -168.000000 -4.470000 3756.000001
Fasadgruppen Group 35 0.820000 3458.000000 -353.000000 -9.260000 3810.999990
Ovzon 52 -2.420000 2938.000000 -424.000000 -12.610000 3361.999992
TOTAL 46452.380000 -436.190000 -1.60934% 46888.564618

Updated:¶

'2023-01-17 19:28:39.269675'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶